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~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~subject:"Zeitreihenanalyse"
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Estimation theory
Portfolio-Management
Zeitreihenanalyse
Theorie
1,063
Theory
1,063
Portfolio selection
297
Stochastic process
246
Stochastischer Prozess
246
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Korn, Ralf
7
Kabanov, Jurij M.
6
Pham, Huyên
6
Konno, Hiroshi
5
Sass, Jörn
5
Benth, Fred Espen
4
Choulli, Tahir
4
Fabozzi, Frank J.
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Lépinette, Emmanuel
4
Muhle-Karbe, Johannes
4
Platen, Eckhard
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Zariphopoulou-Souganidis, Thaleia
4
Becherer, Dirk
3
Deng, Jun
3
Elie, Romuald
3
Forsyth, Peter A.
3
Frey, Rüdiger
3
Guasoni, Paolo
3
Jiao, Ying
3
Kardaras, Constantinos
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Madan, Dilip B.
3
Pliska, Stanley R.
3
Reikvam, Kristin
3
Schachermayer, Walter
3
Wang, Ruodu
3
Wilmott, Paul
3
Aksamit, Anna
2
Andersen, Leif B. G.
2
Baviera, Roberto
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bielecki, Tomasz R.
2
Bouchard, Bruno
2
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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Finance and stochastics
International journal of theoretical and applied finance
Economics letters
677
Journal of econometrics
672
Econometric theory
420
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
411
International journal of forecasting
348
Working paper / National Bureau of Economic Research, Inc.
325
European journal of operational research : EJOR
321
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
297
Insurance / Mathematics & economics
297
NBER working paper series
290
Discussion paper / Tinbergen Institute
288
Journal of banking & finance
274
Journal of economic dynamics & control
261
Journal of forecasting
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Econometric reviews
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NBER Working Paper
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Finance research letters
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Journal of applied econometrics
209
Economic modelling
205
Applied economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Mathematical finance : an international journal of mathematics, statistics and financial theory
160
The review of economics and statistics
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154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
Discussion paper / Centre for Economic Policy Research
149
Journal of quantitative economics : official journal of the Indian Econometric Society
149
Discussion paper / Center for Economic Research, Tilburg University
148
Journal of empirical finance
148
Quantitative finance
148
Computational economics
144
Oxford bulletin of economics and statistics
144
Management science : journal of the Institute for Operations Research and the Management Sciences
142
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
139
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
134
The journal of finance : the journal of the American Finance Association
134
Research paper series / Swiss Finance Institute
130
Risks : open access journal
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ECONIS (ZBW)
323
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323
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
4
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
5
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
6
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
7
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
8
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
9
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
10
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
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